BVT Put 36 DAL 20.12.2024
/ DE000VD3SRK8
BVT Put 36 DAL 20.12.2024/ DE000VD3SRK8 /
| 06/08/2024 08:41:10 |
Chg.+0.053 |
Bid13:30:29 |
Ask13:30:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+26.90% |
0.250
Bid Size: 24,000 |
0.260
Ask Size: 24,000 |
Delta Air Lines Inc |
36.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD3SRK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
0.14 |
| Time value: |
0.13 |
| Break-even: |
33.30 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-6.81 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.197 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+174.73% |
| 1 Month |
|
|
+273.13% |
| 3 Months |
|
|
+323.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.197 |
0.086 |
| 1M High / 1M Low: |
0.197 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
